Remote Capital Modeling Lead (P&C Insurance)

CSAA Insurance Group; Colorado; Remote; USD 178,000 - 237,000; Full time

Job summary

CSAA Insurance Group seeks a Capital Modeling Lead to develop the internal economic capital model and analytics. The role works with ERM, Actuarial, Investments, and FP&A to drive capital insights across the business.

The candidate will build and challenge models, employ Monte Carlo methods, and translate complex results into strategic recommendations in a remote, nationwide setting (excluding HI and AK).

Qualifications

• Bachelor’s degree in a related field or equivalent combination of education and experience.
• 10+ years of related experience in P&C insurance economic capital modeling or closely related quantitative insurance modeling.
• Proven ability to design or build stochastic insurance models.
• Strong understanding of Monte Carlo simulation, distribution fitting, VaR/TVaR, and capital attribution.
• Experience incorporating catastrophe-model output into economic capital models.
• Familiarity with reinsurance structures and investment risk within an insurer’s balance sheet.
• Excellent ability to communicate quantitative concepts to nontechnical leaders.

Responsibilities

• Develop deep technical understanding of CSAA’s ReMetrica-based economic capital model.
• Independently reproduce, challenge, and enhance model calculations and methodologies.
• Design and build stochastic economic capital models integrating underwriting, reserve, catastrophe, investment, credit, and reinsurance risks.
• Evaluate VaR, TVaR, tail risk, diversification, and capital attribution.
• Collaborate with ERP, Investments, Actuarial, and FP&A to translate results into business insights.
• Provide independent technical challenge of assumptions and support external consultants where needed.

Skills

Monte Carlo simulations

VaR

TVaR

Risk attribution

Python

R

ReMetrica

Data analysis

Communication with leadership

Education

Bachelor’s degree in a related field

Tools

ReMetrica

Python

R

Git/version control

Job description

CSAA Insurance Group seeks a Capital Modeling Lead to develop the internal economic capital model and analytics. The role works with ERM, Actuarial, Investments, and FP&A to drive capital insights across the business.

The candidate will build and challenge models, employ Monte Carlo methods, and translate complex results into strategic recommendations in a remote, nationwide setting (excluding HI and AK).